-31.1%
ORCL vs OKLO
-38.6%
+7.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +1.2% |
| 7D | +15.0% | +12.4% | +2.6% | +12.0% |
| 30D | +10.5% | -10.6% | +21.1% | +12.7% |
| 3M | -23.0% | -26.5% | +3.5% | -18.8% |
| 6M | +7.0% | -25.6% | +32.6% | +9.9% |
| YTD | -15.8% | -39.6% | +23.8% | -11.1% |
| 1Y | -31.1% | -38.8% | +7.7% | -24.7% |
| All | -31.1% | -38.6% | +7.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OKLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling